Forecasting the Yield Curve in a Data-Rich Environment Using the Factor-Augmented Nelson–Siegel Model
Article first published online: 27 OCT 2011
Copyright © 2011 John Wiley & Sons, Ltd.
Journal of Forecasting
Volume 32, Issue 3, pages 193–214, April 2013
How to Cite
Exterkate, P., Dijk, D. V., Heij, C. and Groenen, P. J. F. (2013), Forecasting the Yield Curve in a Data-Rich Environment Using the Factor-Augmented Nelson–Siegel Model. J. Forecast., 32: 193–214. doi: 10.1002/for.1258
- Issue published online: 22 MAR 2013
- Article first published online: 27 OCT 2011
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